CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 0.8173 0.8110 -0.0063 -0.8% 0.8269
High 0.8181 0.8110 -0.0071 -0.9% 0.8269
Low 0.8104 0.8020 -0.0084 -1.0% 0.8104
Close 0.8106 0.8022 -0.0084 -1.0% 0.8106
Range 0.0077 0.0090 0.0013 16.9% 0.0165
ATR 0.0054 0.0057 0.0003 4.7% 0.0000
Volume 13 70 57 438.5% 117
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 0.8321 0.8261 0.8072
R3 0.8231 0.8171 0.8047
R2 0.8141 0.8141 0.8039
R1 0.8081 0.8081 0.8030 0.8066
PP 0.8051 0.8051 0.8051 0.8043
S1 0.7991 0.7991 0.8014 0.7976
S2 0.7961 0.7961 0.8006
S3 0.7871 0.7901 0.7997
S4 0.7781 0.7811 0.7973
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8655 0.8545 0.8197
R3 0.8490 0.8380 0.8151
R2 0.8325 0.8325 0.8136
R1 0.8215 0.8215 0.8121 0.8188
PP 0.8160 0.8160 0.8160 0.8146
S1 0.8050 0.8050 0.8091 0.8023
S2 0.7995 0.7995 0.8076
S3 0.7830 0.7885 0.8061
S4 0.7665 0.7720 0.8015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8181 0.8020 0.0161 2.0% 0.0046 0.6% 1% False True 27
10 0.8364 0.8020 0.0344 4.3% 0.0047 0.6% 1% False True 34
20 0.8364 0.8020 0.0344 4.3% 0.0043 0.5% 1% False True 31
40 0.8364 0.7810 0.0554 6.9% 0.0041 0.5% 38% False False 40
60 0.8364 0.7780 0.0584 7.3% 0.0041 0.5% 41% False False 41
80 0.8364 0.7780 0.0584 7.3% 0.0039 0.5% 41% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.8493
2.618 0.8346
1.618 0.8256
1.000 0.8200
0.618 0.8166
HIGH 0.8110
0.618 0.8076
0.500 0.8065
0.382 0.8054
LOW 0.8020
0.618 0.7964
1.000 0.7930
1.618 0.7874
2.618 0.7784
4.250 0.7638
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 0.8065 0.8101
PP 0.8051 0.8074
S1 0.8036 0.8048

These figures are updated between 7pm and 10pm EST after a trading day.

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